Distributed multinomial regression

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Publication:112152

DOI10.48550/ARXIV.1311.6139zbMATH Open1454.62036arXiv1311.6139MaRDI QIDQ112152FDOQ112152


Authors: Matt Taddy, Matthew A. Taddy Edit this on Wikidata


Publication date: 24 November 2013

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: This article introduces a model-based approach to distributed computing for multinomial logistic (softmax) regression. We treat counts for each response category as independent Poisson regressions via plug-in estimates for fixed effects shared across categories. The work is driven by the high-dimensional-response multinomial models that are used in analysis of a large number of random counts. Our motivating applications are in text analysis, where documents are tokenized and the token counts are modeled as arising from a multinomial dependent upon document attributes. We estimate such models for a publicly available data set of reviews from Yelp, with text regressed onto a large set of explanatory variables (user, business, and rating information). The fitted models serve as a basis for exploring the connection between words and variables of interest, for reducing dimension into supervised factor scores, and for prediction. We argue that the approach herein provides an attractive option for social scientists and other text analysts who wish to bring familiar regression tools to bear on text data.


Full work available at URL: https://arxiv.org/abs/1311.6139




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